Mathematician:James Durbin

Mathematician

British statistician and econometrician, known particularly for his work on time series analysis and serial correlation.

Nationality

English

History

• Born: 30 June 1923 in Widnes, England
• Died: 23 June 2012

Theorems and Definitions

• Durbin-Watson Statistic (with Geoffrey Stuart Watson)
• Durbin Test
• Levinson-Durbin Recursion (with Norman Levinson)

Definitions of concepts named for James Durbin can be found here.

Publications

• 2012: Time Series Analysis by State Space Methods